Author of the publication

Modeling share price evolution as a continuous time random walk (CTRW) with non-independent price changes and waiting times

, and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 108--111 (Dec 1, 2004)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Dynamics of money and income distributions, , and . Physica A: Statistical Mechanics and its Applications, 356 (2-4): 641--654 (Oct 15, 2005)Modeling share price evolution as a continuous time random walk (CTRW) with non-independent price changes and waiting times, and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 108--111 (Dec 1, 2004)Modeling of waiting times and price changes in currency exchange data, and . Physica A: Statistical Mechanics and its Applications, (Nov 15, 2004)